//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
Option trading
9
Optionsgeschäft
9
Volatility
7
Volatilität
7
Yield curve
4
Zinsstruktur
4
Interest rate derivative
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Zinsderivat
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
CAPM
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Lebensversicherung
2
Life insurance
2
Managers
2
Schätztheorie
2
Share price
2
Stock option
2
Time series analysis
2
Zeitreihenanalyse
2
Ankündigungseffekt
1
Announcement effect
1
Arbitrage
1
Asia
1
Asien
1
more ...
less ...
Type of publication
All
Book / Working Paper
32
Type of publication (narrower categories)
All
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Language
All
English
32
Author
All
Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Mikkelsen, Peter
2
Peskir, Goran
2
Shin Jensen, Malene
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
148
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
108
EconWPA
62
HAL
44
International Monetary Fund (IMF)
42
Society for Computational Economics - SCE
38
University of Bonn, Germany
36
Université Paris-Dauphine (Paris IX)
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
33
C.E.P.R. Discussion Papers
27
School of Economics and Management, University of Aarhus
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
19
Institute for the Study of Labor (IZA)
18
Svenska Handelshögskolan <Helsinki>
17
Tilburg University, Center for Economic Research
17
Tinbergen Instituut
14
Chambre de commerce et d'industrie de Paris
13
Ekonomiska forskningsinstitutet <Stockholm>
13
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
13
Finance Discipline Group, Business School
12
Fondazione ENI Enrico Mattei (FEEM)
12
Tinbergen Institute
12
Center for Economic Research <Tilburg>
11
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
11
CESifo
10
European Association of Agricultural Economists - EAAE
10
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
10
Institut für Schweizerisches Bankwesen <Zürich>
10
Department of Econometrics and Business Statistics, Monash Business School
9
Springer Fachmedien Wiesbaden
9
Agricultural and Applied Economics Association - AAEA
8
Econometric Society
8
Institut für Weltwirtschaft (IfW)
8
International Monetary Fund
8
Manchester Business School
8
Université Paris-Dauphine
8
Cowles Foundation for Research in Economics, Yale University
7
Deutsche Bundesbank
7
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
32
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
2
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
3
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
4
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
5
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
6
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
7
The value and incentives of
option
-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
Saved in:
8
Testing the martingale restriction for
option
implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
10
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->